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中国智能金融研究院院长 潘和平教授 [复制链接]

1#



西南财经大学博导
  西南财经大学中国金融研究中心国际金融预测研究所所长。1961年生于西安。1982年获得武汉测绘科技大学摄影测量与遥感专业学士,后留校任教并读硕士;1978年直接转到荷兰特温特大学读博士,1990年获得信息学博士;然后到德国波恩大学从事博士后研究工作。1994年到澳大利亚信号与信息处理联合研究中心(CSSIP)工作,后任信息融合课题组组长,高级研究员。 2000年3-7月在德国波次坦地学研究中心进修。2000年回国任教育部长江学者武汉测绘科技大学特聘教授,后来并入武汉大学。2002年后他到澳大利亚巴拉瑞特大学工作,任信息学与应用优化研究中心智能金融研究组组长及高级讲师。他获得澳大利亚CSSIP1996年会最佳成果奖,并获得1994 年CPGIS最佳论文奖。2005年中,他与澳洲及美国多名资深科学家和金融分析师共同创办了国际金融预测研究院 (IIFP),并出任院长。他先后在理科、工科、金融等不同领域从事研究、开发、管理与教学工作。他发表有期刊和文集文章八十多篇,并主编了两本国际会议论文集。2004年12月,他主持举办了“第一届国际智能金融专题会议”。在国际计量金融学界他是智能金融的首创者。
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性别:男
  系别:经济学与金融学系
  职称:教授
  职务:博士生导师,电子科技大学预测研究中心主任
  学历:博士
  研究方向:智能金融,全球宏观金融,预测科学技术
  教育背景
  1978.2-1982.1:武汉测绘科技大学,本科,毕业
  1981.9-1982.3:北京语言学院法语班,结业
  1982.3-1983.2:北京第一外国语学院法语班,结业
  1985.3-1987.9:武汉测绘科技大学,硕士研究生
  1987.10-1990.10:荷兰国际航测与地球科学学院及特温特大学,博士研究生,毕业
  科研情况
  • H.P. Pan, D. Sornette, K. Kortanek (2006): Intelligent Finance – An Emerging Direction. Quantitative Finance, Vol. 6, No. 4, August 2006, 273-277. Preprint available as IIFP Technical Report IIFP-TR-2006-1,
  • H.P. Pan (2006): Multilevel Stochastic Dynamic Process Models and Possible Applications in Global Financial Market Analysis and Surveillance. Proceedings of the 5th International Conference on Computational Intelligence in Economics and Financ, October 2006, Taiwan. A longer version available as IIFP Technical Report IIFP-TR-2005-1,
  • H.P. Pan (2006): From Quantitative Finance to Intelligent Finance – Financial Information Fusion, Multilevel Process Models and Dynamic Portfolio Management. Keynote presentation paper at the International Workshop on Forecasting and Risk Management, December 20-21, 2006, Centre for Forecasting Science, Chinese Academy of Sciences, Beijing. A revision for an international journal.
  • P. Li, Y. Zeng, X.J. Zhang, H.P. Pan (2006): A Wavelet Analysis-based Realization of Multilevel Structural Time Series Models and Applications in Stock Index Analysis. International Workshop on Forecasting and Risk Management, December 20-21, 2006, Centre for Forecasting Science, Chinese Academy of Sciences, Beijing. A revision for an international journal.
  Working Papers (2007) – each with two versions – Conference and Journal
  Conference versions will appear on the Second International Workshop on Intelligent Finance (IWIF-II), July 2007, Chengdu, China, while journal versions will be submitted to international journals of quantitative finance and financial economics.
  • H.P. Pan (2007): Financial Information Fusion from fundamental, technical, and strategic analysis of financial markets. Featured paper for IWIF-II.
  • H.P. Pan (2007): Multilevel Process Analysis of international financial markets. Featured paper for IWIF-II.
  • H.P. Pan (2007): Dynamic Portfolio Management. Featured paper for IWIF-II.
  • H.P. Pan (2007): Learning Bayesian Networks under MAP-MDL Criteria. A Chapter for the Book "Computational Intelligence – Theory and Applications" edited by R. Ghosh and J. Yearwood, to be published by Idea Group Publishing.
  • H.P. Pan, X.J. Zhang, P. Li, Y. Zeng (2007): Multilevel Fractal Decomposition of Financial Time Series.
  • H.P. Pan, Z.Y. Li (2007): An Actuary Approach to Financial Investment and Possible Applications.
  • H.P. Pan, W. Huang (2007): Stock Index Prediction via Fuzzy Decision Trees and Kernel Regression.
  • H.P. Pan (2007): Progressive Nonlinear Regressions for Testing Log-Periodic Power Laws for Possible Financial Bubbles and Anti-Bubbles.
  • H.P. Pan, N.N. Zhu (2007): A Financial Theory and Computational Methodology for Fundamental Investing.
  • H.P. Pan (2007): A Financial Theory and Computational Algorithms of Intermarket Influence Analysis.
  • X.Y. Li, H.P. Pan, X.L. Liu (2007): A Theoretical Model and Algorithms for Pricing Chinese Convertible Bonds.
  • Imad Haidar and H.P. Pan (2007): A Brief History of the World Crude Oil Markets and Event-Driven Investing and Trading.
  Publications of 2005
  • H.P. Pan (2005): Multilevel Stochastic Dynamic Process Models and Possible Applications in Global Financial Market Analysis and Surveillance. Technical Report IIFP-TR-2005-1, International Institute for Financial Prediction 2005. Also CIAO Working Paper 2005/11, School of ITMS, University of Ballarat, 2005. Invited for the International Conference on Computational Intelligence in Finance and Economics, October 2006, Taiwan, China.
  • H.P. Pan (2005): A Swingtum Framework for Intelligent Swing and Momentum Trading. 70+ Slides presented at the International Conference on Delegated Portfolio Management and Investor Behavior, July 2005, Chengdu, China.
  • H.P. Pan, D.Sornette and K. Kortanek (2005): Intelligent Finance – An Introduction. China Journal of Finance, Vol. 3, No. 2, 182-203.
  • H.P. Pan (2005): Multilevel Differential Equations for Modelling Multilevel Trends and Swings in Nonlinear Time Series. Presentation at the 7th Engineering Mathematics and Applications Conference (EMAC’2005), RMIT University, Melbourne, September 2005. Full paper to appear.
  • H.P. Pan (2005): Dynamic Influence Path Analysis of Two Nonlinear Time Series. IBID.
  • H.P. Pan (2005): A Theoretical System of Intelligent Finance. Technical Report IIFP-TR-2005-2, International Institute for Financial Prediction 2005. Also CIAO Working Paper 2005/22, School of ITMS, University of Ballarat, 2005.
  • H.P. Pan (2005): Financial Information Fusion – towards unification and integration of economic, fundamental, technical, news and strategic analysis of financial markets. Technical Report IIFP-TR-2005-3, International Institute for Financial Prediction China, Financial Research Centre of China, Southwest University of Finance and Economics, Chengdu, China.
  • H.P. Pan and D. McMichael (2005): A computable theory for learning Bayesian networks based on MAP-MDL principles. In R. Ghosh et all (eds.): Workshop on Learning Algorithms for PatternRrecognition, AI'2005, Sydney, pp. 34-41, ISBN- 1-86365-715-0, Publisher - University of Technology, Sydney, December.
  Publications of 2004
  • H.P. Pan (2004): A Swingtum Theory of Intelligent Finance for Swing Trading and Momentum Trading. Featured presentation and paper published in Proceedings of the First International Workshop on Intelligent Finance (IWIF 1), Dec, 2004, Melbourne, Revised version submitted to Journal of Empirical Finance.
  • H.P. Pan, C. Tilakaratne, J. Yearwood (2004): Predicting the Australian Stock Market Index Using Neural Networks Exploiting Dynamical Swings and Intermarket Influences. Journal of Research and Practice in Information Technology (official Journal of Australian Computer Society), Vol. 37, No. 1, 43-55, 2005.
  • H.P. Pan, D. Sornette and K. Kortanek (2004): Intelligent Finance – An Introduction. Lead presentation for IWIF 1, published in [Pan, Sornette and Kortanek (eds.), 2004]. Revised version submitted to Journal of Quantitative Finance.
  • H.P. Pan, D.Sornette and K. Kortanek (Editors) (2004): Intelligent Finance – A Convergence of Mathematical Finance with Technical and Fundamental Analysis, Proceedings of the First International Workshop on Intelligent Finance (IWIF 1), 13-14 December 2004, Melbourne, Australia.
  • H.P. Pan (2004): A Basic Theory of Super Bayesian Influence Networks (SBIN) – Nonlinear Dynamic Bayesian Networks of Probability Ensembles of Neural Networks. Invited by the 6th International Conference on Optimization: Techniques and Applications (ICOTA 6), Dec, 2004, Ballarat.
  • H.P. Pan, C. Tilakaratne, J. Yearwood (2004): Intermarket Influence Analysis and an Application for Australia and G7 Industrial Countries. Proceedings of the First International Workshop on Intelligent Finance (IWIF 1),
  • H.P. Pan, C. Tilakaratne, J. Yearwood, C. Hurst (2004): Asymmetrical Dependence Test for Constructing Super Bayesian Influence Networks with Applications in Finance. Proceedings of ICOTA 6 (ibid).
  • H.P. Pan (2004): An Initial Theory of Super Bayesian Influence Networks – Nonlinear Dynamic Bayesian Networks of Probability Ensembles of Neural Network. Proc. International Conference on Computational Intelligence for Modelling, Control and Automation (CIMCA’2004), July, Gold Coast.
  • H.P. Pan and N. Soukhoroukova (2004): Asymmetrical Correlation Test for Constructing Super Bayesian Networks for Financial Intermarket Influence Analysis. IBID.
  • H.P. Pan (2004): Super Bayesian Influence Networks for Modelling and Prediction of Financial Markets. Abstract Book of and Presentation at 3rd National Symposium on Financial Mathematics, June, Melbourne.
  • H.P. Pan (2004): A Swingtum Theory of Intelligent Finance Integrating Technical, Quantitative and Fundamental Analysis of the Financial Markets. Abstract Book of and Presentation at the 24th International Symposium on Forecasting, Sydney, July 2004.
  • H.P. Pan, R. Ghosh, and J. Yearwood (2004): An Ensemble of Overfitting Neural Networks for Generating Probability Distribution of Predictions. IBID.
  Publications of 2003
  • H.P. Pan, C. Tilakaratne, J. Yearwood (2003): Predicting the Australian Stock Market Index Using Neural Networks Exploiting Dynamical Swings and Intermarket Influences. Lecture Notes in Artificial Intelligence – Proc. 16th Australian Joint Conference on Artificial Intelligence, Springer Verlag.
  • H.P. Pan (2003): A Unified Science of Intelligent Finance – Part 1. Journal of ATAA (Australian Technical Analysts Association), 2003(7/8):11-21.
  • H.P. Pan (2003): A Unified Science of Intelligent Finance – Part 2. Journal of ATAA, 2003(9/10):14-19.
  • H.P. Pan (2003): A Joint Review of Technical and Quantitative Analysis of Financial Markets towards A Unified Science of Intelligent Finance. Proc. 2003 Hawaii International Conference on Statistics and Related Fields, Hawaii, USA.
  • H.P. Pan (2003): Swingtum – A Computational Theory of Fractal Dynamic Swings and Physical Cycles of Stock Market in A Quantum Price-Time Space. Ibid. Republished by international technical analysis associations such as
  Publications of 2000-2002
  • H.P. Pan (2002): Learning Bayesian Networks I – A Theory. Proceedings of 5th International Conference on Information Fusion, USA, July.
  • H.P. Pan (2002): Learning Bayesian Networks II – A Computational Algorithm. Ibid.
  • H.P. Pan (2002): Concepts and Initial Design of Intelligent Photogrammetron. Journal of Surveying and Mapping (Official Journal of Chinese Society of Geodesy, Photogrammetry and Cartography) .
  • C.H. Yu and H.P. Pan (2002): Structural Learning of Bayesian Networks for Data Mining. Journal of Wuhan University (Special Issue on Information Science and Technology), 2002(5): 38-40 (Paper written in English).
  • H.P. Pan (2002): A Basic Theory of Photogrammetron. International Archives of Photogrammetry and Remote Sensing, Volume XXXIV-3.
  • H.P. Pan and C.S. Zhang (2002): System Calibration of Intelligent Photogrammetron. International Archives of Photogrammetry and Remote Sensing, Volume XXXIV-2. Also appeared on Journal of Wuhan University.
  • C.Y. Zhao, L.K. Meng, C.Q. Huang and H.P. Pan (2001): The Study of Relevant Techniques for Intelligent Integration of GIS and RS. Proc. ACRS 2001 - 22nd Asian Conference on Remote Sensing, 5-9 November 2001, Singapore. Vol. 2, pp. 1285-1290.
  • C.Q. Huang, L.K. Meng, C.Y. Zhao and H.P. Pan (2001): Research and Realization of the Web-based Integration System of GIS and OA. Ibid, pp. 1291-1296.
  • C.D. Lin, L.K. Meng and H.P. Pan (2001): Applications and Research on GIS for the Real Estate. Ibid, pp. 1492-1497.
  • H.P. Pan and L. Liu (2000): Fuzzy Bayesian Networks - A General Formalism for Representation, Inference and Learning with Hybrid Bayesian Networks. International Journal of Pattern Recognition and Artificial Intelligence, 14(7): 941-962.
  • Z.G. Liu and H.P. Pan, D.R. Li (2002): An Analytical Review on Intelligent Agents. Computer Engineering Research, 19(7): 1-5.
  • C.H. Yu and H.P. Pan (2002): Business Intelligence and Its Core Technologies. Computer Engineering Research, 19(9): 14-16.
  • J.J. Huang, H.P. Pan and Y.C. Wan (2002): Constructing Intelligent Traffic Systems for Digital City Development. Journal of Urban Planning, 2002(3): 69-72.
  • J.J. Huang, H.P. Pan and Y.C. Wan (2002): Digital Earth Strategies for Digital City Construction. China Soft Science, 2002(7)5-88, 2002.
  • J.J. Huang, H.P. Pan and Y.C. Wan (2002): Applied Research on Data Mining Technologies. Computer Engineering and Applications.
  • C.S. Zhang and H.P. Pan (2002): Calibration of Photogrammetric Video Surveillance Systems. Computer Engineering and Applications.
  • T. Zhang, H.P. Pan (2002): Formal Algorithms of Decision Trees and Applications in Geographic Information Sciences. Bulletin of Surveying and Mapping, 2002(7): 51-53.
  • Z. Jiang and H.P. Pan (2002): Application of Jini Technology in Distributed Computing. Computer Engineering.
  Selected Earlier Publications before 2000
  • H.P. Pan (1999): A Direct Closet-Form Solution to General Relative Orientation of Two Stereo Views. Digital Signal Processing, 9(3):195-221.
  • D.W. McMichael, L .Liu and H.P. Pan(1999): Estimating the Parameters of Mixed Bayesian Networks from Incomplete Data. Proc. International Conference on Information, Decision and Control (IDC’ 99), Adelaide, Australia, pp. 591-596.
  • H.P. Pan, D. W. McMichael and M. Lendjel (1998): Inference Algorithms in Bayesian Networks and Probanet System. Digital Signal Processing, Special Issue on Image Analysis and Information Fusion, 8(4): 231-243.
  • H.P. Pan and J. Magarey (1998): Multiresolution Phase-base Bidirectional Stereo Matching with Provision for Discontinuity and Occlusion. Digital Signal Processing, Special Issue on Image Analysis and Information Fusion, 8(4): 255-266.
  • H.P. Pan and D.W. McMichael (1998): Fuzzy Causal Probabilistic Networks - A New Ideal and Practical Inference Engine. Proc. First International Conference on Multisource-Multisensor Data Fusion (FUSION'98), July, Las Vegas, USA, ISBN 1-892512-00-9, pp. 101-108.
  • H.P. Pan, D. W. McMichael, N. Okello, Lin Liu, M. Roughan (1998): Fuzzy Causal Probabilistic Networks and Multisensor Data Fusion, SPIE Proceedings for International Symposium on Multispectral Image Processing, Wuhan, China.
  • H.P. Pan, M. Brooks, D. McMichael and G. Newsam (Eds.) (1997): Image Analysis and Information Fusion, ISBN 0-646-33069-1, Proc. International Workshop, November, Adelaide, Australia.
  • H.P. Pan (1997): The Kernel of A Direct Closed-Form Solution to General Relative Orientation. Pan et al (Eds.): Image Analysis and Information Fusion, ISBN 0-646-33069-1, Proc. International Workshop, November 1997, Adelaide, Australia, pp. 25-34.
  • H.P. Pan and D. Tang (1997): Automatic Real-time Registration of Detection Images using Geometry Sensors. Ibid, pp. 175-166.
  • H.P. Pan and D.W. McMichael (1997): Information Fusion, Causal Probabilistic Networks and Probanet I: Information Fusion Infrastructure and Probabilistic Knowledge Representation. Ibid, pp. 445-458.
  • H.P. Pan, D.W. McMichael and M. Lendjel (1997): Information Fusion, Causal Probabilistic Networks and Probanet II: Inference Algorithms and Probanet System. Ibid, pp. 459-474.
  • H.P. Pan and J. Magarey (1997): Phase-based Bidirectional Stereo in Coping with Discontinuity and Occlusion. Ibid, pp. 239-250.
  • H.P. Pan (1996): Uniform Full-Information Image Matching using Complex Wavelets. German Journal of Photogrammetry and Remote Sensing (Zeitschrift fuer Photogrammetry und Fernerkundung ), Vol. 3/96, No. 64, 93-100.
  • H.P. Pan (1996): General Stereo Image Matching using Symmetric Complex Wavelets. SPIE Proceeding Vol.2825 on Wavelet Applications in Signal and Image Processing IV, Denver, USA.
  • H.P. Pan (1996): Uniform Full-Information Image Matching using Complex Conjugate Wavelet Pyramids. International Archives of Photogramemtry and Remote Sensing, Vol. XXXI, ISSN 0256-184, 619-625.
  • G.N. Newsam, D.Q. Huynh, M.J. Brooks and H.P. Pan (1996): Recovering Unknown Focal Lengths in Self-Calibration: An Essentially Linear Algorithm and Degenerate Configurations. Ibid, 575-580.
  • H.P. Pan (1995): Minimum Description-Length Criterion for Image Interpretation and Data Analysis in Spatial Informatics. Journal of Geographic Information Science, 1(1): 42-58.
  • H.P. Pan, M. Brooks, and G. Newsam (1995): Image Resituation: Initial Theory. SPIE Proceedings vol. 2598 on Videometrics IV, Philadelphia, USA, pp. 162-173.
  • H.P. Pan, D. Huyhn, and G. Hamlyn (1995): Two-Image Resituation: Practical Algorithm. Ibid, pp. 174-190.
  • H.P. Pan (1994): Two-Level Global Optimisation for Image Segmentation. International Journal of Photogrammetry and Remote Sensing, 49(2): 21-32.
  • H.P. Pan and W. Foerstner (1994): Segmentation of Remotely Sensed Image by MDL-principled Polygon Map Grammar. H. Ebner et al (Eds.): Spatial Information from Digital Photogrammetry and Computer Vision, ISSN 0256-1840, International Archives of Photogrammetry and Remote Sensing, Vol.30, Part 3/2, 648-655.
  • H.P. Pan (1993): A Review on Computer Vision: From Fundamentals to General Shape Recovery. Invited Paper at the 5th Congress of the Chinese Society for Geodesy, Photogrammetry and Cartography, Nanjing, China. Available as a Technical Report in the Institute for Photogrammetry, University of Bonn.
  • C. Fuchs, T. Loecherbach, H.P. Pan, and W. Foerstner (1993): Land Use Mapping from Remotely Sensed Images. Proc. 2nd International Symposium on Urban Spatial Information Systems. Wuhan, China, October.
  • H.P. Pan, W. Foerstner (1992): Stochastic Polygon Map Grammars: A Generic Model for Understanding Land-use Maps and Images in Remote Sensing. W. Foerstner (Eds.): Robust Computer Vision: Quality of Vision Algorithms, Wichmann, Karlsruhe.
  • H.P. Pan (1992): Spatial Informatics: where Geoinformatics, Computer Vision and Computer Graphics Meet Together. H.Lin (Ed): Advances in Geographic Information Systems, Buffalo, USA.
  • H.P. Pan and W. Foerstner (1992): Polyplex versus Simplicial Complex: Object-Oriented Spatial Data Structures for Geoinformatics and Computer Vision. Proc. International Association of Pattern Recognition, TC 7 Workshop, Delft, The Netherlands, September.
  • H.P. Pan and W. Foerstner (1992): An MDL-Principled Evolutionary Mechanism to Automatic Architecturing of Pattern Recognition Neural Network. IEEE Proc. 11th International Conference on Pattern Recognition, the Hague.
  • H.P. Pan (1992): Production, Inversion and Learning of Spatial Structure: A General Paradigm to Generic Model-Based Image Understanding. International Archives of Photogrammetry and Remote Sensing, Vol.29.
  • H.P. Pan (1990): A Spatial Structure Theory in Machine Vision and its Application to Structural and Textural Analysis of Remotely Sensed Images. PhD Thesis, 230 pages, published by ITC, the Netherlands, ISBN 90-9003757-8.
  • H.P. Pan (1990): Scene Structure, Vision Process and System Architecture: Toward A Comprehensive Theory of Machine Vision. International Archives of Photogrammetry and Remote Sensing, Vol. 28.
  • H.P. Pan and N.J. Mulder (1990): PANORAMA: An Experimental Framework of Aerospace Vision System for Understanding and Reconstructing Urban and Suburban Scenes from Aerospace Views. Ibid.
  • H.P. Pan, L. Spreeuwers, L. Ly and D. Bosman (1990): An Adaptive Edge Follower Combining A Neural Network and Minimum Cost Tree Search. Ibid.
  • H.P. Pan, C. Austrom and N.J. Mulder (1990): Behaviour of Spatial Structure in Three Domains: Conceptual, Physical and Appearance. Proc. 4th International Symposium on Spatial Data Handling, Zurich.
  • N.J. Mulder and H.P. Pan (1989): Scene Generation Tree and Image Understanding Strategy. Proc. 15th Annual Conference of Remote Sensing Society, University of Bristol, U.K.
  • N.J. Mulder and H.P. Pan (1989): A Structural Element-Based Operator for Image Segmentation. Ibid.
  • N.J. Mulder and H.P. Pan (1989): Region-Based Image Segmentation and Description. Ibid.
  • N.J. Mulder, H.P. Pan and C. Austrom (1988): A Structural Approach to Extraction of Texture Features from SPOT and CIR Photographs. International Archives of Photogrammetry and Remote Sensing, Vol. 27.
  • H.P.Pan and L.Tang (1986): Interaction Principles in Obtaining Information of Physical Entities. Journal of Remote Sensing Information.
  获奖情况
  1995年中国海外地理信息系统学会(CPGIS)最佳论文奖
  1996年澳大利亚传感器信号与信息处理联合研究中心年会最佳成果奖
  1999年教育部长江学者特聘教授
  2006年中国科学院“国际预测与风险管理会议”杰出论文奖
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